Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.605140 0.681495 0.768049 0.874345 1.002643 1.154171 1.349221e+00
2024-10-27 0.514722 0.607547 0.720277 0.869888 1.067399 1.325578 1.700007e+00
2024-11-03 0.472783 0.580059 0.718110 0.914204 1.195263 1.600577 2.265705e+00
2024-11-10 0.445623 0.565594 0.728166 0.974075 1.355667 1.963885 3.106352e+00
2024-11-17 0.411125 0.535831 0.711899 0.992305 1.457903 2.269668 4.006285e+00
2024-11-24 0.378786 0.504617 0.688481 0.994552 1.534269 2.557109 5.048164e+00
2024-12-01 0.341918 0.462592 0.643286 0.953920 1.526871 2.685405 5.826559e+00
2024-12-08 0.311437 0.426976 0.603677 0.916169 1.516322 2.805163 6.688281e+00
2024-12-15 0.297426 0.414878 0.599573 0.938819 1.627545 3.239215 8.945354e+00
2024-12-22 0.293618 0.418052 0.620363 1.009649 1.857566 4.082747 1.409128e+01
2024-12-29 0.282463 0.408280 0.617971 1.035962 1.998078 4.774484 2.039722e+01
2025-01-05 0.267542 0.390989 0.600511 1.029336 2.059050 5.265419 2.731425e+01
2025-01-12 0.251338 0.371365 0.578849 1.015084 2.109857 5.812602 3.833348e+01
2025-01-19 0.234273 0.348961 0.549919 0.981046 2.100140 6.142175 5.035025e+01
2025-01-26 0.227067 0.342914 0.550676 1.012323 2.284953 7.482898 1.004257e+02
2025-02-02 0.222757 0.341514 0.560034 1.065179 2.558902 9.675181 3.102449e+02
2025-02-09 0.214037 0.331497 0.551435 1.073968 2.698436 11.405799 1.050587e+03
2025-02-16 0.204642 0.319551 0.537772 1.068008 2.787266 13.022326 6.792406e+03
2025-02-23 0.191889 0.300617 0.508273 1.017436 2.697111 13.154063 3.060151e+04
2025-03-02 0.180633 0.283859 0.482069 0.972296 2.616574 13.313987 3.299771e+06
2025-03-09 0.176179 0.279524 0.481305 0.994103 2.807819 16.487254 NaN
2025-03-16 0.176226 0.283644 0.498741 1.068728 3.262828 24.765452 NaN
2025-03-23 0.172394 0.280023 0.499063 1.095572 3.527345 32.628309 NaN